Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 19,99% | 0,05 CHF | 0,06 CHF | 2 745 200 | 2 745 200 | 2 733 970 | 2 733 970 | 123 075 CHF | 150 415 CHF | 100,00% | 100,00% |
15/07/2024 | 18,35% | 0,05 CHF | 0,06 CHF | 2 550 500 | 2 550 500 | 2 539 760 | 2 539 760 | 125 834 CHF | 151 232 CHF | 100,00% | 100,00% |
12/07/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 2 422 000 | 2 422 000 | 2 605 460 | 2 605 460 | 130 273 CHF | 156 328 CHF | 100,00% | 100,00% |
11/07/2024 | 18,19% | 0,05 CHF | 0,06 CHF | 2 720 200 | 2 720 200 | 2 708 990 | 2 708 990 | 135 382 CHF | 162 472 CHF | 100,00% | 100,00% |
10/07/2024 | 19,20% | 0,05 CHF | 0,06 CHF | 2 620 100 | 2 620 100 | 2 609 300 | 2 609 300 | 123 118 CHF | 149 211 CHF | 100,00% | 100,00% |
09/07/2024 | 17,83% | 0,05 CHF | 0,06 CHF | 2 487 600 | 2 487 600 | 2 391 090 | 2 391 090 | 122 238 CHF | 146 149 CHF | 100,00% | 100,00% |
08/07/2024 | 16,70% | 0,06 CHF | 0,07 CHF | 2 251 100 | 2 251 100 | 2 244 450 | 2 244 450 | 123 213 CHF | 145 657 CHF | 100,00% | 100,00% |
05/07/2024 | 16,66% | 0,06 CHF | 0,07 CHF | 2 200 800 | 2 200 800 | 2 191 720 | 2 191 720 | 120 585 CHF | 142 502 CHF | 100,00% | 100,00% |
04/07/2024 | 16,67% | 0,06 CHF | 0,07 CHF | 2 228 300 | 2 228 300 | 2 219 110 | 2 219 110 | 122 051 CHF | 144 242 CHF | 100,00% | 100,00% |
03/07/2024 | 16,78% | 0,06 CHF | 0,07 CHF | 2 306 500 | 2 306 500 | 2 296 990 | 2 296 990 | 125 504 CHF | 148 474 CHF | 100,00% | 100,00% |